TY - JOUR ID - 90865 TI - Using Machine Learning ARIMA to Predict the Price of Cryptocurrencies JO - The ISC International Journal of Information Security JA - ISECURE LA - en SN - 2008-2045 AU - Alahmari, Saad Ali AD - Department of Computer Science, Shaqra University, Shaqraa, Saudi Arabia Y1 - 2019 PY - 2019 VL - 11 IS - 3 SP - 139 EP - 144 KW - ARIMA KW - Cryptocurrency KW - Machine Learning KW - Time-series analysis KW - bitcoin DO - 10.22042/isecure.2019.11.0.18 N2 - The increasing volatility in pricing and growing potential for profit in digital currency have made predicting the price of cryptocurrency a very attractive research topic. Several studies have already been conducted using various machine-learning models to predict crypto currency prices. This study presented in this paper applied a classic Autoregressive Integrated Moving Average(ARIMA) model to predict the prices of the three major cryptocurrencies âAT Bitcoin, XRP and Ethereum âAT using daily, weekly and monthly time series. The results demonstrated that ARIMA outperforms most other methods in predicting cryptocurrency prices on a daily time series basis in terms of mean absolute error (MAE), mean squared error (MSE) and root mean squared error(RMSE). UR - https://www.isecure-journal.com/article_90865.html L1 - https://www.isecure-journal.com/article_90865_5fec8ff9c9ae9f9858dff4d42b64a594.pdf ER -